Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49570.69 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43562.92 Kr¶

PnL: ---------------------------------------> -1312.66 Kr¶

DD now: ---------------------------------> -6.682 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 17:23:08.246175'

Anic Portfolio¶

This Week¶

Return: -2.342 %¶

Total portfolio value¶

Return including deposits: 62.255 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 8.010000 1543.440000 120.440000 8.460000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -1.120000 914.760000 2.760000 0.300000 912.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
Atrium Ljungberg B 5 0.890000 902.000000 -2.000000 -0.220000 904.000000
BioGaia B 8 2.360000 900.800000 -3.200000 -0.350000 904.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
ASSA ABLOY B 4 -0.160000 987.200000 -5.800000 -0.580000 993.000000
JM 7 -0.450000 935.900000 -14.100000 -1.480000 950.000002
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
Biotage 1 -6.410000 132.900000 -16.100000 -10.810000 149.000000
Creaspac SPAC 40 0.100000 3816.000000 -18.000000 -0.470000 3834.000000
Vitrolife 3 0.230000 658.500000 -18.500000 -2.730000 677.000001
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
OX2 12 -1.950000 888.960000 -20.040000 -2.200000 909.000000
Bufab 3 -0.450000 1054.800000 -21.200000 -1.970000 1076.000001
Alimak Group 12 1.110000 982.800000 -24.200000 -2.400000 1007.000004
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Hexatronic Group 15 0.060000 1045.200000 -25.800000 -2.410000 1071.000000
Latour B 4 -2.120000 830.000000 -26.000000 -3.040000 856.000000
Sandvik 4 0.200000 820.000000 -28.000000 -3.300000 848.000000
Hoist Finance 36 1.110000 982.800000 -28.200000 -2.790000 1010.999988
Investor B 3 -1.340000 629.100000 -28.900000 -4.390000 657.999999
Sagax B 4 -1.380000 856.000000 -29.000000 -3.280000 885.000000
Vitec Software Group B 2 -2.710000 1075.000000 -29.000000 -2.630000 1104.000000
Addnode Group B 7 -1.660000 872.900000 -32.100000 -3.550000 904.999998
Byggmax Group 33 -0.140000 934.560000 -32.440000 -3.350000 966.999990
SKF B 5 -0.500000 943.750000 -36.250000 -3.700000 980.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
Platzer Fastigheter Holding B 12 -0.130000 907.200000 -43.800000 -4.610000 951.000000
Catena 2 0.690000 761.600000 -44.400000 -5.510000 806.000000
EQT 4 -2.730000 826.000000 -47.000000 -5.380000 873.000000
Orrön Energy 170 -3.430000 1983.900000 -62.100000 -3.040000 2045.999980
HEXPOL B 8 -5.690000 888.000000 -69.000000 -7.210000 957.000000
Hexagon B 26 -1.580000 3330.600000 -89.400000 -2.610000 3420.000012
VEF 788 -2.090000 1774.580000 -128.420000 -6.750000 1903.000300
Sedana Medical 93 -0.070000 2563.080000 -420.500000 -14.090000 2983.577733
TOTAL 43558.430000 -1317.150000 -6.69753% 44875.578016

Updated:¶

'2023-06-21 17:22:23.432386'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶